Lead Quantitative Developer

Lead Quantitative Research Developer, MFT Equities and Futures Python or C++

Our client, a top global proprietary trading firm, is hiring a Lead Quantitative Research Developer to work on a mid-frequency trading team with holding periods ranging from intraday to weeks long. This is a hybrid research and quant development role, building the machine learning models and algos, from classical statistical methods through deep learning and LLM-driven research tooling, that move real money every day, across equities and futures. Code you write this week is in production the next, running against the firm’s own capital.

Why This Role

• Own the stack. Lead the research development of MFT equities and futures strategies, including development, market data, and signal computation.
• Work on real ML and algos. Partner directly with researchers turning cutting-edge models into live trading systems.
• Join a top team. Small, high-caliber prop trading desk.
• See your impact immediately. What you build trades.
• Lead, hands-on. Set technical direction, mentor sharp engineers, and still be writing production code yourself.

What We Need

• Either Strong Python development or C++ systems (modern C++17/20).
• Real experience on trading systems.
• Strong systems exposure to concurrency, latency, memory- the stuff that actually matters at scale.
• Comfort partnering directly with researchers and traders to get ML models and signals into production, fast.

What You Get

Competitive base, real bonus tied to the team’s performance, and a seat at the table on a top-performing and highly profitable prop trading team where engineering is the edge. $ 850k- $ 1M+ total comp.